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The pricing of exchange rate risk and stock market segmentation: The Canadian case

✍ Scribed by C. Sherman Cheung; Clarence C. Y. Kwan; Jason Lee

Publisher
Springer US
Year
1995
Tongue
English
Weight
600 KB
Volume
5
Category
Article
ISSN
0924-865X

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✍ Yu-Lun Chen; Yin-Feng Gau πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 163 KB πŸ‘ 2 views

## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum